を参考にしたらそれっぽくできたのでサンプルとして使ってみてください。

% Generate the sample data.
x = [1,2,5,6,7,8]';
y = x.*sin(x);
% Fit a GPR model
gprMdl = fitrgp(x,y);
% Compute the predictions.
xnew = linspace(0,10,100)';
[ypred,~,yci] = predict(gprMdl,xnew);
% Plot the data along with the predictions and prediction intervals.
plot(x,y,'r*');
hold on
plot(xnew,ypred,'g-');
plot(xnew,yci(:,1),'k--');
plot(xnew,yci(:,2),'k--');
X = [xnew; flip(xnew)];
Y = [yci(:,2); flip(yci(:,1))];
pp = patch(X,Y,[0 0 0],'FaceAlpha',0.2);
xlabel('x');
ylabel('y');
hold off